On the limits of probabilistic forecasting in nonlinear time series analysis II: Differential entropy.
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DOI: 10.1063/1.4986394
Abstract: In a previous paper, the authors studied the limits of probabilistic prediction in nonlinear time series analysis in a perfect model scenario, i.e., in the ideal case that the uncertainty of an otherwise deterministic model… read more here.
Keywords: time series; entropy; limits probabilistic; series analysis ... See more keywords
Differential entropy per particle in Dirac semimetals in external magnetic field
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DOI: 10.1063/10.0000697
Abstract: We obtain a general expression for the differential entropy per particle (DEP) for three-dimensional Dirac systems as a function of chemical potential, temperature and magnetic field. It is shown that in the presence of magnetic… read more here.
Keywords: per particle; entropy per; field; magnetic field ... See more keywords
Method to improve the accuracy of depth images based on differential entropy
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DOI: 10.1117/1.oe.60.3.033105
Abstract: Abstract. The time-of-flight (TOF) camera has recently received significant attention due to its small size, low cost, and low-power consumption, which can be widely used in fields such as automatic navigation and machine vision. The… read more here.
Keywords: based differential; differential entropy; accuracy; improve accuracy ... See more keywords
Gaussian Optimality for Derivatives of Differential Entropy Using Linear Matrix Inequalities †
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DOI: 10.3390/e20030182
Abstract: Let Z be a standard Gaussian random variable, X be independent of Z, and t be a strictly positive scalar. For the derivatives in t of the differential entropy of X+tZ, McKean noticed that Gaussian… read more here.
Keywords: entropy; matrix inequalities; derivatives differential; linear matrix ... See more keywords
Lower Bounds on Multivariate Higher Order Derivatives of Differential Entropy
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DOI: 10.3390/e24081155
Abstract: This paper studies the properties of the derivatives of differential entropy H(Xt) in Costa’s entropy power inequality. For real-valued random variables, Cheng and Geng conjectured that for m≥1, (−1)m+1(dm/dtm)H(Xt)≥0, while McKean conjectured a stronger statement,… read more here.
Keywords: lower bounds; derivatives differential; dtm xgt; entropy ... See more keywords